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Volumn , Issue PART 2, 2013, Pages 930-938

A proximal Newton framework for composite minimization: Graph learning without Cholesky decompositions and matrix inversions

Author keywords

[No Author keywords available]

Indexed keywords

LEARNING SYSTEMS;

EID: 84897505713     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (8)

References (18)
  • 1
    • 41549101939 scopus 로고    scopus 로고
    • Model selection through sparse maximum likelihood estimation for multivariate Gaussian or binary data
    • Banerjee, O., El Ghaoui, L., and d'Aspremont, A. Model selection through sparse maximum likelihood estimation for multivariate gaussian or binary data. The Journal of Machine Learning Research, 9:485-516, 2008. (Pubitemid 351469014)
    • (2008) Journal of Machine Learning Research , vol.9 , pp. 485-516
    • Banerjee, O.1    El, G.L.2    D'Aspremont, A.3
  • 2
    • 85014561619 scopus 로고    scopus 로고
    • A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
    • Beck, A. and Teboulle, M. A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems. SIAM J. Imaging Sciences, 2(1):183-202, 2009.
    • (2009) SIAM J. Imaging Sciences , vol.2 , Issue.1 , pp. 183-202
    • Beck, A.1    Teboulle, M.2
  • 5
    • 0001038826 scopus 로고
    • Covariance selection
    • Dempster, A. P. Covariance selection. Biometrics, 28:157-175, 1972.
    • (1972) Biometrics , vol.28 , pp. 157-175
    • Dempster, A.P.1
  • 8
    • 84860633052 scopus 로고    scopus 로고
    • An inexact interior point method for 11-regularized sparse covariance selection
    • Li, L. and Toh, K.C. An inexact interior point method for 11-regularized sparse covariance selection. Mathematical Programming Computation, 2(3):291-315, 2010.
    • (2010) Mathematical Programming Computation , vol.2 , Issue.3 , pp. 291-315
    • Li, L.1    Toh, K.C.2
  • 9
    • 77956030532 scopus 로고    scopus 로고
    • Adaptive first-order methods for general sparse inverse covariance selection
    • Lu, Z. Adaptive first-order methods for general sparse inverse covariance selection. SIAM Journal on Matrix Analysis and Applications, 31(4):2000-2016, 2010.
    • (2010) SIAM Journal on Matrix Analysis and Applications , vol.31 , Issue.4 , pp. 2000-2016
    • Lu, Z.1
  • 10
    • 77953098740 scopus 로고    scopus 로고
    • Introductory lectures on convex optimization: A basic course
    • Kluwer Academic Publishers
    • Nesterov, Y. Introductory lectures on convex optimization: a basic course, volume 87 of Applied Optimization. Kluwer Academic Publishers, 2004.
    • (2004) Applied Optimization , vol.87
    • Nesterov, Y.1
  • 11
    • 57649169327 scopus 로고    scopus 로고
    • Gradient methods for minimizing composite objective function
    • Nesterov, Y. Gradient methods for minimizing composite objective function. CORE Discussion paper, 76, 2007.
    • (2007) CORE Discussion Paper , vol.76
    • Nesterov, Y.1
  • 14
    • 80555142374 scopus 로고    scopus 로고
    • High-dimensional covariance estimation by minimizing 11-penalized log-determinant divergence
    • Ravikumar, P., Wainwright, M. J., Raskutti, G., and Yu, B. High-dimensional covariance estimation by minimizing 11-penalized log-determinant divergence. Electron. J. Statist., 5:935-988, 2011.
    • (2011) Electron. J. Statist. , vol.5 , pp. 935-988
    • Ravikumar, P.1    Wainwright, M.J.2    Raskutti, G.3    Yu, B.4
  • 18
    • 84864128199 scopus 로고    scopus 로고
    • Alternating direction method for covariance selection models
    • Yuan, X. Alternating direction method for covariance selection models. Journal of Scientific Computing, 51(2):261-273, 2012.
    • (2012) Journal of Scientific Computing , vol.51 , Issue.2 , pp. 261-273
    • Yuan, X.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.